Magnetic van der Waals materials provide a rich venue for two-dimensional magnetism. Here, the authors study heterobilayers with a moir\'e pattern comprised of one ferromagnetic layer and one antiferromagnetic layer, with a Dzyaloshinskii-Moriya interaction in the ferromagnetic layer. Combining perturbative and strong-coupling analyses with numerical optimization, they uncover a rich phase diagram containing diverse moir\'e-periodic commensurate and incommensurate phases. This includes an interesting state with a nontrivial topological texture: a skyrmion lattice on the moir\'e scale.